So, I have a Fujifilm X-Pro II which I have owned for about three months, I love the downsizing from my Canon 5D DSL which I used for over six or seven years ten or twelve years.
With the X-Pro II, I am still developing tactile memory and find that using a soft release button facilitates the index finger finding the shutter button.  However, I keep loosing the "soft release button" and have now gone through three of these. They are certainly not cheap when you add them all up.

I have thought about applying nail polish to the threads but am concerned about messing up the threads.  Does anyone else have the same problem and/or have a suggestion to keep the suckers in place?

Go to a hardware store and find the right sized o-ring to put between the shutter button and the bottom of the soft release.  It'll apply just enough friction the release won't jostle loose so easily.

Great suggestion JAFFE!

Since I am a "vaper" I happen to have around one hundred assorted o-rings and a few are just the right size to try your idea.
The o-ring does allow me to put more pressure on the threads and it seems like it will do the trick.  I'll post again after a while and update.

THANKS

You're welcome.  The release can still come off inadvertently, just not as easily if you get the right size o-ring.  Didn't use one for long myself, I preferred the feel of the shutter button vs a soft release.